RYAAY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Ryanair Holdings plc (RYAAY) and S&P 500 Index (^GSPC).

Performance

RYAAY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryanair Holdings plc (RYAAY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RYAAY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYAAY Ryanair Holdings plc	-16.31%	69.01%	-16.14%	78.38%	-26.94%	-6.96%	25.53%	22.81%	-31.53%	25.14%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, RYAAY achieves a -16.31% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, RYAAY has underperformed ^GSPC with an annualized return of 6.24%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

RYAAY

• 1D: 3.84%
• 1M: -8.09%
• YTD: -16.31%
• 6M: 2.30%
• 1Y: 42.87%
• 3Y*: 18.82%
• 5Y*: 6.45%
• 10Y*: 6.24%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RYAAY vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYAAY

RYAAY Risk / Return Rank: 77
RYAAY Sharpe Ratio Rank: 81
RYAAY Sortino Ratio Rank: 77
RYAAY Omega Ratio Rank: 73
RYAAY Calmar Ratio Rank: 74
RYAAY Martin Ratio Rank: 79

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYAAY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	RYAAY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.34	0.92	+0.42
Sortino ratio Return per unit of downside risk	2.01	1.41	+0.60
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.84	1.41	+0.43
Martin ratio Return relative to average drawdown	5.87	6.61	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYAAY vs. ^GSPC - Sharpe Ratio Comparison

The current RYAAY Sharpe Ratio is 1.34, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RYAAY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RYAAY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	0.92	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.61	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.68	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.46	-0.06

Correlation

The correlation between RYAAY and ^GSPC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

RYAAY vs. ^GSPC - Drawdown Comparison

The maximum RYAAY drawdown since its inception was -67.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RYAAY and ^GSPC.

Drawdown Indicators

	RYAAY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-67.68%	-56.78%	-10.90%
Max Drawdown (1Y) Largest decline over 1 year	-23.79%	-12.14%	-11.65%
Max Drawdown (5Y) Largest decline over 5 years	-54.89%	-25.43%	-29.46%
Max Drawdown (10Y) Largest decline over 10 years	-62.50%	-33.92%	-28.58%
Current Drawdown Current decline from peak	-18.16%	-5.78%	-12.38%
Average Drawdown Average peak-to-trough decline	-19.83%	-10.75%	-9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.47%	2.60%	+4.87%

Volatility

RYAAY vs. ^GSPC - Volatility Comparison

Ryanair Holdings plc (RYAAY) has a higher volatility of 12.56% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that RYAAY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYAAY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	5.37%	+7.19%
Volatility (6M) Calculated over the trailing 6-month period	21.84%	9.55%	+12.29%
Volatility (1Y) Calculated over the trailing 1-year period	32.19%	18.33%	+13.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.44%	16.90%	+17.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.96%	18.05%	+17.91%